Therquest package provides convenient functionality forresearchers to carry out hypothesis tests and obtain confidenceintervals for measures based on quantiles. This includes for singlequantiles (e.g., the median), linear combinations of quantiles (such asthe interquartile range), ratios of linear combinations commonly foundin skewness and kurtosis measures, and newly developed inequalitymeasures. Another key objective is to make it easy for users to definetheir own measures for hypothesis testing and confidence intervals.
Following are the main functions in the package:
q.test() carry out hypothesis tests and obtainassociated confidence intervals for linear combinations of quantiles,and ratios of such linear combinations.
qineq() carry out hypothesis tests and obtainassociated confidence intervals for quantile based inequalitymeasures
qcov() compute a covariance matrix consisting ofvariances (on the diagonal) for quantile estimates and covariances(off-diagonal) between different quantile estimates
You can install the development version ofrquest fromGitHub with:
# install.packages("pak")pak::pak("shenal-dkumara/rquest")library(rquest)## Functionality of q.test() ### Create some datax<-c(8.43,7.08,8.79,8.88,7.87,5.94,8.79,5.46,8.11,7.08)y<-c(13.44,13.65,14.77,9.51,14.07,10.92,11.59,13.42,8.93,10.88)# One sample hypothesis test for the IQRq.test(x,measure ="iqr")#>#> One sample test of the interquartile range (IQR)#>#> data: x#> Z = 2.4436, p-value = 0.01454#> alternative hypothesis: true IQR is not equal to 0#> 95 percent confidence interval:#> 0.3572545 3.2527455#> sample estimates:#> IQR#> 1.805# Two samples hypothesis test for robust coefficient variations (0.75*IQR/median) with log transformation and back-transformation to the ratio scale,.q.test(x, y,measure ="rCViqr",log.transf =TRUE,back.transf =TRUE)#>#> Two sample test of the robust coefficient of variation#> (0.75*IQR/median)#>#> data: x and y#> Z = -0.059465, p-value = 0.9526#> alternative hypothesis: true ratio of Robust CVs is not equal to 1#> 95 percent confidence interval:#> 0.3282838 2.8527321#> sample estimates:#> ratio of Robust CVs#> 0.9677323# The same two samples hypothesis test for robust coefficient variations (0.75*IQR/median) by using 'u',''u2','coef' and 'coef2' arguments.u<-c(0.25,0.75)coef<-0.75*c(-1,1)u2<-0.5coef2<-1q.test(x,y,u=u,u2=u2,coef=coef,coef2=coef2,log.transf=TRUE,back.transf=TRUE)#>#> Two sample test of a ratio of two linear combinations of quantiles#> (LCQs)#>#> data: x and y#> Z = -0.059465, p-value = 0.9526#> alternative hypothesis: true ratio of Ratio of LCQs is not equal to 1#> 95 percent confidence interval:#> 0.3282838 2.8527321#> sample estimates:#> ratio of Ratio of LCQs#> 0.9677323# The same two samples hypothesis test for robust coefficient variations (0.75*IQR/median) by using only 'u' and 'coef' arguments.u<-c(0.25,0.5,0.75)num<-0.75*c(-1,0,1)den<-c(0,1,0)coef<-rbind(num, den)q.test(x,y,u=u,coef=coef,log.transf=TRUE,back.transf=TRUE)#>#> Two sample test of a ratio of two linear combinations of quantiles#> (LCQs)#>#> data: x and y#> Z = -0.059465, p-value = 0.9526#> alternative hypothesis: true ratio of Ratio of LCQs is not equal to 1#> 95 percent confidence interval:#> 0.3282838 2.8527321#> sample estimates:#> ratio of Ratio of LCQs#> 0.9677323## Functionality of qcov() ### Compute the variance-covariance matrix for sample quartiles.qcov(x,c(0.25,0.5,0.75))#> 0.25 0.5 0.75#> 0.25 0.61381325 0.27565677 0.06757741#> 0.5 0.27565677 0.37138326 0.09104481#> 0.75 0.06757741 0.09104481 0.06695905## Functionality of qineq() ### Two sample hypothesis test for the QRI measureqineq(x,y)#>#> Two sample test of the QRI#>#> data: x and y#> Z = -0.30205, p-value = 0.7626#> alternative hypothesis: true difference in QRI is not equal to 0#> 95 percent confidence interval:#> -0.2024260 0.1483649#> sample estimates:#> difference in QRI#> -0.02703056